+7.2%
AVTR vs QID
-97.1%
+104.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | +0.5% |
| 7D | +0.5% | -7.1% | +7.6% | -2.1% |
| 30D | -1.0% | +12.6% | -13.7% | +4.3% |
| 3M | +12.2% | +14.2% | -2.0% | +19.2% |
| 6M | +97.5% | +6.2% | +91.3% | +106.0% |
| YTD | +35.6% | -21.8% | +57.4% | +27.1% |
| 1Y | +32.8% | -23.1% | +56.0% | +23.9% |
| 3Y | -16.5% | -71.3% | +54.8% | -43.1% |
| 5Y | -59.1% | -77.0% | +17.8% | -70.0% |
| All | +7.2% | -97.1% | +104.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling